+19.9%
EXPE vs GDDY
+5.5%
+14.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.6% |
| 7D | -8.7% | -7.0% | -1.7% | -6.5% |
| 30D | -13.6% | +6.2% | -19.8% | -15.2% |
| 3M | +26.6% | +20.0% | +6.6% | +17.1% |
| 6M | +19.9% | +6.8% | +13.1% | +11.9% |
| All | +19.9% | +5.5% | +14.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling